+166.3%
MTZ vs NVMI
+274.3%
-108.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.9% |
| 7D | +2.3% | +6.9% | -4.7% | -0.6% |
| 30D | -10.3% | -2.8% | -7.4% | -9.1% |
| 3M | -31.8% | -27.3% | -4.5% | -22.3% |
| 6M | -19.2% | -13.7% | -5.5% | -14.9% |
| YTD | +10.7% | +13.8% | -3.1% | +3.7% |
| 1Y | +37.5% | +34.9% | +2.7% | +20.1% |
| 3Y | +162.4% | +213.5% | -51.2% | +52.3% |
| 5Y | +166.3% | +272.5% | -106.1% | +42.5% |
| All | +166.3% | +274.3% | -108.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling